Anic Equity¶

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Total return since start: 0.694 %¶

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Equity now: -----------------------------> 51733.8 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48534.74 Kr¶

PnL: ---------------------------------------> -552.83 Kr¶

DD now: ---------------------------------> -0.405 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 17:21:17.369442'

Anic Portfolio¶

Today¶

Return: 0.183 %¶

This Week¶

Return: 8.851 %¶

Total¶

Return: 69.363 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.740000 3364.200000 184.200000 5.790000 3180.000006
HMS Networks 2 4.420000 812.800000 139.800000 20.770000 673.000000
Nordea Bank Abp 29 1.410000 3581.500000 127.500000 3.690000 3453.999992
Fasadgruppen Group 38 1.460000 4225.600000 84.600000 2.040000 4140.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
SAAB B 8 0.870000 3446.400000 69.400000 2.060000 3377.000000
Swedbank A 3 3.540000 622.500000 58.500000 10.370000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.710000 394.000000 39.000000 10.990000 355.000000
AcadeMedia 12 -0.320000 589.440000 32.440000 5.820000 557.000004
Norva24 Group 16 -1.110000 569.600000 26.600000 4.900000 543.000000
Intrum 4 2.040000 550.400000 23.400000 4.440000 527.000000
OEM International B 7 1.420000 550.200000 22.200000 4.200000 527.999997
Sampo Oyj SDB 7 1.190000 3867.500000 17.500000 0.450000 3850.000000
Securitas B 6 2.030000 583.680000 13.680000 2.400000 570.000000
Eastnine 4 0.160000 501.600000 10.600000 2.160000 491.000000
Midsona B 63 3.070000 592.830000 9.830000 1.690000 582.999984
Coor Service Management Hold. 8 1.050000 539.600000 7.600000 1.430000 532.000000
Fastighetsbolag. Emilshus Pref 21 -0.920000 567.000000 5.000000 0.890000 562.000005
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Handelsbanken A 5 0.640000 547.750000 1.750000 0.320000 546.000000
Corem Property Group B 59 2.620000 578.500000 1.500000 0.260000 576.999999
Creaspac SPAC 6 -0.100000 578.400000 1.400000 0.240000 577.000002
Boozt 12 1.320000 1652.400000 -1.600000 -0.100000 1653.999996
CTEK 13 0.680000 503.230000 -30.770000 -5.760000 533.999999
Essity B 2 -1.320000 538.200000 -35.800000 -6.240000 574.000000
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Vivesto 1368 -0.050000 560.610000 -52.390000 -8.550000 612.999432
Essity A 4 -1.280000 1078.000000 -71.000000 -6.180000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 5.030000 1859.000000 -130.000000 -6.540000 1989.000002
Axfood 15 -5.240000 3822.000000 -478.000000 -11.120000 4300.000005
Ovzon 64 -1.320000 3353.600000 -642.400000 -16.080000 3996.000000
TOTAL 48534.740000 -552.830000 -0.4054% 49087.564636

Updated:¶

'2023-02-01 17:21:30.455594'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶